+271.4%
RMBS vs TRMB
-39.0%
+310.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.5% |
| 7D | +3.5% | -2.9% | +6.4% | +5.5% |
| 30D | -8.6% | -1.8% | -6.8% | -8.2% |
| 3M | -40.3% | +8.4% | -48.7% | -45.2% |
| 6M | -1.0% | -18.5% | +17.5% | +11.8% |
| YTD | -4.6% | -26.7% | +22.1% | +16.6% |
| 1Y | +17.6% | -28.3% | +45.9% | +47.9% |
| 3Y | +58.6% | +12.6% | +46.0% | +49.6% |
| All | +271.4% | -39.0% | +310.4% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling